arrow

GH-40863: [C++] Fix TSAN link error for module library (#40864)



### Rationale for this change

Module library `arrow_filesystem_example` is introduced in #39067 for filesystem testing:
https://github.com/apache/arrow/blob/6cecbab5172b2b339277dde741bfff455646eb32/cpp/src/arrow/testing/CMakeLists.txt#L25

However when built with TSAN, linker flags such as `-fsanitize=thread` is not set, causing the link error in #40863.

### What changes are included in this PR?

Add necessary linker flags for module library.

### Are these changes tested?

Manually tested.

### Are there any user-facing changes?

None.

* GitHub Issue: #40863

Authored-by: Ruoxi Sun <zanmato1984@gmail.com>
Signed-off-by: Antoine Pitrou <antoine@python.org>